See what your fund actually adds
GMO Emerging Country Debt Fund Class III GMCDX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | GMCDX | Replication |
|---|---|---|
| Annualized growth | 7.4% | 1.8% |
| Annualized volatility | 9.0% | 7.8% |
| Sharpe ratio | 0.84 | 0.27 |
| Maximum drawdown | 27.2% | 25.2% |
| Replication fit (R²) | 0.86 · Tracking error 3.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model GMCDX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VWOB | FI · EM Bonds USD | 97.5% |
| DBEF | Intl · Dev Hedged | 2.5% |